使用贝叶斯网络进行自适应非静止模糊时间序列预测
1School of Control Science and Engineering, Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024, China.
Sensors (Basel, Switzerland)
|March 17, 2025
概括
本研究引入了一种新的混合模糊时间序列预测模型 (FTSFM),以有效处理非静止时间序列数据. 改进的模型集成了时间变量FTSFM,贝叶斯网络和非静止模糊集,以提高预测准确度.
科学领域:
- 人工智能的人工智能
- 数据科学数据科学数据科学
- 时间序列分析时间序列分析
背景情况:
- 模糊时间序列预测模型 (FTSFM) 在解释性方面表现出色,但与非静止时间序列作斗争.
- 当前的模型在适应不断变化的数据模式时缺乏稳定性.
研究的目的:
- 开发一种能够准确预测非静止时间序列的新型混合FTSFM.
- 通过整合时间变量方法,贝叶斯网络和非静止模糊集来增强FTSFM.
主要方法:
- 应用一级差异化来减少非静态性并捕获波动信息.
- 开发了一个时间变量FTSFM更新方法,将历史数据与新观察数据合并.
- 综合非静态模糊集和模糊集更新的预测残余.
- 采用适应贝叶斯网络结构学习方法来建模时间依赖.
主要成果:
- 与基准算法相比,拟议的混合模型表现出优越的性能.
- 新型组件的集成有效地解决了非静止数据的挑战.
- 动态定量建模捕获了历史和预测时刻之间的复杂模糊关系.
结论:
- 新的混合FTSFM在预测非静止时间序列方面取得了重大进展.
- 该模型提供了增强的稳定性和对时间序列变化的敏感性.
- 这种方法有效地将历史时间模式与可靠预测的新兴特征合并在一起.
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